IV Skew
-3.8%
25Δ put − call
Expiry 9/46d 9/1113d 9/1820d 9/2527d 10/234d 10/1648d 11/2083d 12/18111d +3 more 2027-01-15 (139d) 2027-03-19 (202d) 2028-01-21 (510d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 23 2 117.4% 0.82 0.0496 -0.12 0.01 3.85/5.80 4.42 31.00 — — — — — — — — — — — — — — — — — — 31.50 0.03 0.00/0.30 0.01 -0.04 0.0527 -0.08 63.7% 4 61 251 2 66.7% 0.87 0.0686 -0.06 0.01 3.15/3.65 3.44 32.00 0.09 0.01/0.24 0.01 -0.03 0.0613 -0.08 53.9% 7 363 7 104 59.2% 0.86 0.0834 -0.05 0.01 2.40/3.40 2.90 32.50 0.08 0.05/0.10 0.01 -0.02 0.0731 -0.08 44.5% 10 4 43 2 73.4% 0.77 0.0927 -0.09 0.01 1.93/3.50 2.50 33.00 0.14 0.05/0.14 0.01 -0.03 0.1010 -0.11 42.0% 5 50 3 1 66.9% 0.73 0.1097 -0.09 0.01 1.80/2.72 3.50 33.50 0.16 0.13/0.20 0.01 -0.04 0.1373 -0.16 39.8% 44 80 80 2 51.3% 0.71 0.1484 -0.07 0.02 1.41/1.66 1.69 34.00 0.26 0.22/0.34 0.01 -0.05 0.1719 -0.25 41.1% 150 148 24 24 48.2% 0.63 0.1729 -0.07 0.02 1.01/1.29 1.30 34.50 0.37 0.34/0.48 0.02 -0.05 0.2059 -0.34 39.6% 17 260 240 56 46.1% 0.55 0.1908 -0.07 0.02 0.74/0.97 0.90 35.00 0.57 0.52/0.66 0.02 -0.05 0.2323 -0.45 37.8% 64 312 99 97 44.2% 0.45 0.1983 -0.07 0.02 0.55/0.70 0.65 35.50 0.84 0.77/0.93 0.02 -0.05 0.2299 -0.57 38.0% 76 30 122 108 43.8% 0.35 0.1879 -0.06 0.02 0.31/0.50 0.46 36.00 1.11 1.05/1.34 0.02 -0.06 0.1900 -0.65 43.2% 33 104 203 73 43.6% 0.26 0.1663 -0.05 0.01 0.22/0.35 0.33 36.50 1.46 1.38/1.63 0.01 -0.04 0.1756 -0.76 39.2% 24 12 218 127 43.7% 0.19 0.1383 -0.05 0.01 0.16/0.24 0.20 37.00 1.83 1.71/2.17 0.01 -0.05 0.1338 -0.78 49.2% 20 23 59 22 42.8% 0.13 0.1082 -0.03 0.01 0.10/0.15 0.13 37.50 2.36 2.10/3.05 0.02 -0.10 0.0937 -0.72 80.3% 3 8 282 34 51.4% 0.13 0.0900 -0.04 0.01 0.06/0.18 0.12 38.00 2.69 2.57/3.05 0.01 -0.04 0.0910 -0.86 53.1% 5 4 14 8 49.6% 0.08 0.0681 -0.03 0.01 0.03/0.11 0.06 38.50 3.54 2.80/3.60 0.01 -0.05 0.0787 -0.86 63.3% 4 2 164 55 58.4% 0.09 0.0617 -0.04 0.01 0.03/0.25 0.05 39.00 3.99 3.25/4.90 0.01 -0.05 0.0675 -0.88 66.8% 2 3
Greeks Profile 2026-09-04 · 6d · σ = 41.9%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $25 $30 $35 $40 $46 spot $35.15 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).